Search: derivative
RBA Glossary definition for derivative
derivative – A financial contract whose value is based on, or derived from, another financial instrument (such as a bond or share) or a market index (such as the Share Price Index). Examples of derivatives include futures, forwards, swaps and options.
Search Results
Domestic Financial Conditions
27 Nov 2018
SMP
– November 2018
using derivatives.
https://www.rba.gov.au/publications/smp/2018/nov/domestic-financial-conditions.html
Domestic Financial Markets and Conditions
10 Nov 2007
SMP
– November 2007
swaps (CDS) – financial derivatives that provide insurance against defaults on debt – for local banks increasing more sharply than for corporates in August and September (Graph 58).
https://www.rba.gov.au/publications/smp/2007/nov/dom-fin-mkts.html
International and Foreign Exchange Markets
10 Nov 2011
SMP
– November 2011
In aggregate, about two-thirds of the six largest US banks' earnings were due to accounting gains on their own debt and derivatives positions; this also supported large European banks' earnings.
https://www.rba.gov.au/publications/smp/2011/nov/intl-fx-mkts.html
Appendix 2: Leverage and Financial Markets | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector |…
1 Mar 1999
Submissions
There are three general ways in which this can be done: transactions in the foreign exchange market, undertaking repos, and the purchase and sale of derivatives (such as options). ... Up-front margins also need to be paid on other derivatives contracts.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/appendix-2.html
International and Foreign Exchange Markets
10 Nov 2013
SMP
– November 2013
While the authorities in Brazil continue to intervene in foreign exchange markets to support the local currency, this has primarily been conducted through auctions of derivatives that are settled in local
https://www.rba.gov.au/publications/smp/2013/nov/intl-fx-mkts.html
International and Foreign Exchange Markets
10 May 2009
SMP
– May 2009
The gross notional amount of outstanding CDS declined by 29 per cent in the second half of 2008 to $US39 trillion according to the International Swaps and Derivatives Association (ISDA).
https://www.rba.gov.au/publications/smp/2009/may/intl-fx-mkts.html
International Financial Conditions
5 Nov 2020
SMP
– November 2020
Graph 2.25. In October, the PBC removed the requirement for holding reserves against some foreign exchange derivatives that would benefit from a depreciation in the renminbi.
https://www.rba.gov.au/publications/smp/2020/nov/international-financial-conditions.html
International and Foreign Exchange Markets
15 May 2017
SMP
– May 2017
The Chinese authorities have given foreign financial institutions access to the onshore foreign exchange derivative market to hedge the foreign currency exposure associated with their purchases of Chinese bonds.
https://www.rba.gov.au/publications/smp/2017/may/international-and-foreign-exchange-markets.html
References | Hedge Funds, Financial Stability and Market Integrity – March 1999 | Financial Sector | Submissions
1 Mar 1999
Submissions
1998), ‘Derivatives in International Capital Flows’, NBER Working Paper, No. 6623.
https://www.rba.gov.au/publications/submissions/financial-sector/hedge-funds-financial-stability-and-market-integrity/references.html
Box C: Australian Financial Markets and the UK Referendum
10 Aug 2016
SMP
– August 2016
For example, the central clearing counterparties (CCPs) that are responsible for the clearing of exchange-traded products (such as bond and equity futures) and OTC derivative instruments in Australia had established
https://www.rba.gov.au/publications/smp/2016/aug/box-c-australian-financial-markets-and-the-uk-referendum.html